+2.5%
CHD vs IAG
+817.0%
-814.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | -4.2% | +1.7% | -5.8% | -4.2% |
| 30D | -7.6% | +11.4% | -19.0% | -7.7% |
| 3M | -1.6% | +33.0% | -34.6% | -2.0% |
| 6M | -6.3% | -6.0% | -0.3% | -6.2% |
| YTD | +14.6% | +24.6% | -10.0% | +14.3% |
| 1Y | +1.6% | +105.0% | -103.4% | +0.7% |
| All | +2.5% | +817.0% | -814.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling